Journal Article |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |

A SIMPLE TEST OF NORMALITY FOR TIME SERIES |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
115 |

A Wald test for the cointegration rank in nonstationary fractional systems |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
255 |

An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
72 |

BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
68 |

Comments on: A review on empirical likelihood methods for regression |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |

Comments on: Model-free model-fitting and predictive distributions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |

Comments on: Subsampling weakly dependent time series and application to extremes |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |

Consistent Testing of Cointegrating Relationships |
0 |
0 |
1 |
144 |
0 |
1 |
2 |
446 |

DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
87 |

Delayed Overshooting: Is It an '80s Puzzle? |
0 |
0 |
6 |
34 |
0 |
1 |
10 |
195 |

Distribution-free specification tests for dynamic linear models |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
159 |

Distribution-free tests for time series models specification |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
87 |

EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
42 |

ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
13 |

Efficiency improvements for minimum distance estimation of causal and invertible ARMA models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
25 |

Efficient Wald Tests for Fractional Unit Roots |
0 |
0 |
1 |
144 |
1 |
2 |
4 |
432 |

Efficient inference on fractionally integrated panel data models with fixed effects |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
64 |

Estimation of fractionally integrated panels with fixed effects and cross-section dependence |
0 |
1 |
2 |
10 |
0 |
2 |
4 |
47 |

Fractional Cointegration Rank Estimation |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
36 |

Fractional cointegration in the presence of linear trends |
0 |
0 |
0 |
33 |
3 |
7 |
24 |
110 |

Gaussian Semiparametric Estimation of Non‐stationary Time Series |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
17 |

Gaussian Semi‐parametric Estimation of Fractional Cointegration |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
191 |

Generalized spectral tests for the martingale difference hypothesis |
0 |
1 |
7 |
170 |
1 |
4 |
23 |
439 |

Inference on trending panel data |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
29 |

LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
6 |

Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study |
0 |
0 |
2 |
12 |
3 |
3 |
14 |
84 |

Local Cross‐validation for Spectrum Bandwidth Choice |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

Long Memory in Stock-Market Trading Volume |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
1,197 |

NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
93 |

New goodness-of-fit diagnostics for conditional discrete response models |
0 |
0 |
1 |
8 |
0 |
3 |
5 |
69 |

Non-stationary log-periodogram regression |
0 |
1 |
1 |
128 |
0 |
1 |
2 |
332 |

On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
40 |

On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |

Optimal Fractional Dickey-Fuller tests |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
426 |

Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |

Power comparison among tests for fractional unit roots |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
73 |

Recursive lower and dual upper bounds for Bermudan-style options |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
4 |

Residual log-periodogram inference for long-run relationships |
0 |
0 |
1 |
105 |
0 |
2 |
13 |
405 |

Sign tests for long-memory time series |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
200 |

Single step estimation of ARMA roots for nonfundamental nonstationary fractional models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Specification tests of parametric dynamic conditional quantiles |
0 |
0 |
2 |
63 |
0 |
0 |
2 |
161 |

Testing the martingale difference hypothesis using integrated regression functions |
0 |
0 |
0 |
51 |
1 |
1 |
3 |
121 |

Tests for m-dependence based on sample splitting methods |
0 |
1 |
1 |
32 |
1 |
2 |
4 |
158 |

The Periodogram of fractional processes1 |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
68 |

The optimal method for pricing Bermudan options by simulation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |

Trend stationarity versus long-range dependence in time series analysis |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
185 |

Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
194 |

Total Journal Articles |
0 |
4 |
29 |
1,605 |
11 |
33 |
141 |
6,952 |